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Symmetric Jackknife Instrumental Variable Estimation
Bekker, Paul A.; Crudu, Federico - Volkswirtschaftliche Fakultät, … - 2012
This paper gives a new jackknife estimator for instrumental variable inference with unknown heteroskedasticity. The …
Persistent link: https://www.econbiz.de/10011110106
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Robust standard error estimators for panel models: a unifying approach
Millo, Giovanni - Volkswirtschaftliche Fakultät, … - 2014
The different robust estimators for the standard errors of panel models used in applied econometric practice can all be written and computed as combinations of the same simple building blocks. A framework based on high-level wrapper functions for most common usage and basic computational...
Persistent link: https://www.econbiz.de/10011110203
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La Zone Méditerranéenne Face à la Pollution de L’air : Une Investigation Econométrique
Sebri, Maamar - Volkswirtschaftliche Fakultät, … - 2009
The cleanup of the Mediterranean region constitutes one of the main chapters carried by the cooperation between both north and south banks within the framework of the Union for the Mediterranean (UfM). The subject of this paper is to study the relationship between CO2 emissions and economic...
Persistent link: https://www.econbiz.de/10009216346
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A stochastic frontier approach to measuring regional technical efficiency in China
Yu, Yihua - Volkswirtschaftliche Fakultät, … - 2008
This paper applied a stochastic translog production function to examine the underlying causes of technical inefficiency for 28 provinces in the mainland China over the period 1970-2004. We found that inefficiency was present in production and several relevant explanatory variables contributed to...
Persistent link: https://www.econbiz.de/10008578230
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Wild-Bootstrapped Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity
Jeong, Jinook; Kang, Byunguk - Volkswirtschaftliche Fakultät, … - 2006
autocorrelation in the presence of heteroskedasticity. We show through a Monte Carlo simulation that our wild-bootstrapped VR test has … better small sample properties and is robust to the structure of heteroskedasticity. …
Persistent link: https://www.econbiz.de/10005622073
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On the inconsistency of the Breusch-Pagan test
Zaman, Asad - Volkswirtschaftliche Fakultät, … - 1995
The Breusch-Pagan Lagrange Multiplier test for heteroskedascity is supposedly able to detect heteroskedasticity which …
Persistent link: https://www.econbiz.de/10005835542
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Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity
HASHIGUCHI, Yoshihiro; HAMORI, Shigeyuki - Volkswirtschaftliche Fakultät, … - 2010
unit root test (CIPS test). We considered situations involving two types of time-series heteroskedasticity (unconditional … robust versus the two types of heteroskedasticity in the unobserved common factor. However, we found under-size distortion in … the case of unconditional heteroskedasticity in the idiosyncratic error term, and conversely, over-size distortion in the …
Persistent link: https://www.econbiz.de/10008599128
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La profitabilité des secteurs de l’économie sénégalaise
Diagne, Youssoupha S; Sène, Serigne Moustapha - Volkswirtschaftliche Fakultät, … - 2009
This paper focuses on performance measures based on a panel of 22 sectors of the Senegalese economy. A particular emphasis is made on the profitability which is the indicator looked at by both the government to identify sectors that need help, investors to know which sector is attractive and...
Persistent link: https://www.econbiz.de/10011107598
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A simple new test for slope homogeneity in panel data models with interactive effects
Ando, Tomohiro; Bai, Jushan - Volkswirtschaftliche Fakultät, … - 2014
We consider the problem of testing for slope homogeneity in high-dimensional panel data models with cross-sectionally correlated errors. We consider a Swamy-type test for slope homogeneity by incorporating interactive fixed effects. We show that the proposed test statistic is asymptotically...
Persistent link: https://www.econbiz.de/10011107895
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Testing for state dependence in binary panel data with individual covariates
Bartolucci, Francesco; Nigro, Valentina; Pigini, Claudia - Volkswirtschaftliche Fakultät, … - 2013
We propose a test for state dependence in binary panel data under the dynamic logit model with individual covariates. For this aim, we rely on a quadratic exponential model in which the association between the response variables is accounted for in a different way with respect to more standard...
Persistent link: https://www.econbiz.de/10011109262